Citation:

Anatolyev, Stanislav (2002)

"Durbin–Watson statistic and random individual effects", Econometric Theory, Vol. 18, No. 5, Problem 02.5.1, pp. 1273–1274Anatolyev, Stanislav (2003)

"Durbin–Watson statistic and random individual effects", Econometric Theory, Vol. 19, No. 5, Solution 02.5.2, pp. 882–883

Paper in RePEc:

Problem and solution in accepted version: